The Data Science Behind the Man Who Solved the Market

My holiday reading this year was Gregory Zuckerman's The Man Who Solved the Market, which I finished in one long sitting on Christmas Eve. It tells a fascinating story of the legendary Jim Simons and his secretive hedge-fund firm, Renaissance Technologies. Without a doubt, Simons has an extremely successful career. Simons started a side project on the mathematical analysis of stock trading strategies when he worked at the Institute for Defense Analyses (IDA) as a Cold War codebreaker. After the IDA fired him for publicly speaking out against the Vietnam War, Simons joined the faculty at Stony Brook University, where he recruited top talents from across the country and built a world-class math department.